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A Bayesian Nonparametric Approach to Inference for Quantile Regression

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  • Taddy, Matthew A.
  • Kottas, Athanasios

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  • Taddy, Matthew A. & Kottas, Athanasios, 2010. "A Bayesian Nonparametric Approach to Inference for Quantile Regression," Journal of Business & Economic Statistics, American Statistical Association, vol. 28(3), pages 357-369.
  • Handle: RePEc:bes:jnlbes:v:28:i:3:y:2010:p:357-369
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    File URL: http://pubs.amstat.org/doi/abs/10.1198/jbes.2009.07331
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    Citations

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    Cited by:

    1. Lane F. Burgette & Jerome P. Reiter, 2012. "Modeling Adverse Birth Outcomes via Confirmatory Factor Quantile Regression," Biometrics, The International Biometric Society, vol. 68(1), pages 92-100, March.
    2. Xianhua Dai & Wolfgang Karl Härdle & Keming Yu, 2014. "Do Maternal Health Problems Influence Child's Worrying Status? Evidence from British Cohort Study," SFB 649 Discussion Papers SFB649DP2014-021, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
    3. Fellingham, Gilbert W. & Kottas, Athanasios & Hartman, Brian M., 2015. "Bayesian nonparametric predictive modeling of group health claims," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 1-10.
    4. Ji, Yonggang & Lin, Nan & Zhang, Baoxue, 2012. "Model selection in binary and tobit quantile regression using the Gibbs sampler," Computational Statistics & Data Analysis, Elsevier, vol. 56(4), pages 827-839.
    5. Karthik Sriram & R. V. Ramamoorthi & Pulak Ghosh, 2016. "On Bayesian Quantile Regression Using a Pseudo-joint Asymmetric Laplace Likelihood," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(1), pages 87-104, February.
    6. repec:eee:stapro:v:128:y:2017:i:c:p:77-83 is not listed on IDEAS
    7. Jensen, Mark J & Maheu, John M, 2013. "Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis," MPRA Paper 52132, University Library of Munich, Germany.
    8. Alhamzawi, Rahim, 2016. "Bayesian model selection in ordinal quantile regression," Computational Statistics & Data Analysis, Elsevier, vol. 103(C), pages 68-78.
    9. Norets, Andriy & Pelenis, Justinas, 2012. "Bayesian modeling of joint and conditional distributions," Journal of Econometrics, Elsevier, vol. 168(2), pages 332-346.

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